Index by author

Summer 2016; Volume 11,Issue 3

B

  1. Blocher, Jesse

    1. Phantom Liquidity and High-Frequency Quoting
      Jesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van Vliet
      The Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006

  2. Bruce, Brian R.

    1. Editor’s Letter
      Brian R. Bruce
      The Journal of Trading Summer 2016, 11 (3) 1; DOI: https://doi.org/10.3905/jot.2016.11.3.001

C

  1. Cooper, Rick

    1. Phantom Liquidity and High-Frequency Quoting
      Jesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van Vliet
      The Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006

J

  1. Jha, Vinesh

    1. Timing Equity Quant Positions with Short-Horizon Alphas
      Vinesh Jha
      The Journal of Trading Summer 2016, 11 (3) 53-59; DOI: https://doi.org/10.3905/jot.2016.11.3.053

K

  1. Kashyap, Ravi

    1. Hong Kong–Shanghai Connect/Hong Kong–Beijing Disconnect? Scaling the Great Wall of Chinese Securities Trading Costs
      Ravi Kashyap
      The Journal of Trading Summer 2016, 11 (3) 81-134; DOI: https://doi.org/10.3905/jot.2016.11.3.081

L

  1. Laipply, Stephen

    1. Toward Greater Transparency and Efficiency in
      Trading Fixed-Income ETF Portfolios
      Ananth Madhavan, Stephen Laipply and Aleksander Sobczyk
      The Journal of Trading Summer 2016, 11 (3) 32-40; DOI: https://doi.org/10.3905/jot.2016.11.3.032

  2. Le, Steven V.

    1. Pre-Event Trading Based on Value Line’s Weekly Rank-Change Announcements
      Ying Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. Le
      The Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061

  3. Li, Jiasun

    1. Slow Price Adjustment to Public News in After-Hours Trading
      Jiasun Li
      The Journal of Trading Summer 2016, 11 (3) 16-31; DOI: https://doi.org/10.3905/jot.2016.11.3.016

  4. Liew, Rong Qi

    1. Pairs Trading with Copulas
      Wenjun Xie, Rong Qi Liew, Yuan Wu and Xi Zou
      The Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041

M

  1. Madhavan, Ananth

    1. Toward Greater Transparency and Efficiency in
      Trading Fixed-Income ETF Portfolios
      Ananth Madhavan, Stephen Laipply and Aleksander Sobczyk
      The Journal of Trading Summer 2016, 11 (3) 32-40; DOI: https://doi.org/10.3905/jot.2016.11.3.032

P

  1. Prombutr, Wikrom

    1. Pre-Event Trading Based on Value Line’s Weekly Rank-Change Announcements
      Ying Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. Le
      The Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061

S

  1. Seddon, Jonathan

    1. Phantom Liquidity and High-Frequency Quoting
      Jesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van Vliet
      The Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006

  2. Sobczyk, Aleksander

    1. Toward Greater Transparency and Efficiency in
      Trading Fixed-Income ETF Portfolios
      Ananth Madhavan, Stephen Laipply and Aleksander Sobczyk
      The Journal of Trading Summer 2016, 11 (3) 32-40; DOI: https://doi.org/10.3905/jot.2016.11.3.032

T

  1. Tang, Hongfei

    1. Pre-Event Trading Based on Value Line’s Weekly Rank-Change Announcements
      Ying Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. Le
      The Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061

V

  1. Vliet, Ben Van

    1. Phantom Liquidity and High-Frequency Quoting
      Jesse Blocher, Rick Cooper, Jonathan Seddon and Ben Van Vliet
      The Journal of Trading Summer 2016, 11 (3) 6-15; DOI: https://doi.org/10.3905/jot.2016.11.3.006

W

  1. Wu, Yuan

    1. Pairs Trading with Copulas
      Wenjun Xie, Rong Qi Liew, Yuan Wu and Xi Zou
      The Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041

X

  1. Xie, Wenjun

    1. Pairs Trading with Copulas
      Wenjun Xie, Rong Qi Liew, Yuan Wu and Xi Zou
      The Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041

Z

  1. Zhang, Ying

    1. Pre-Event Trading Based on Value Line’s Weekly Rank-Change Announcements
      Ying Zhang, Hongfei Tang, Wikrom Prombutr and Steven V. Le
      The Journal of Trading Summer 2016, 11 (3) 61-79; DOI: https://doi.org/10.3905/jot.2016.11.3.061

  2. Zou, Xi

    1. Pairs Trading with Copulas
      Wenjun Xie, Rong Qi Liew, Yuan Wu and Xi Zou
      The Journal of Trading Summer 2016, 11 (3) 41-52; DOI: https://doi.org/10.3905/jot.2016.11.3.041
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In this issue

The Journal of Trading: 11 (3)
The Journal of Trading
Vol. 11, Issue 3
Summer 2016